I mean, if you aren't including the OS on the phone as Nokia's responsibility, than what exactly are they responsible for?
This is indeed absolutely ridiculous and priceless statement.
To understand why they gave such a statement, we must know some background. The whole debacle started in 2012 when the Finnish government's IT department had a meeting with Nokia, where Nokia's management assured them that Nokia's Lumia phones had superior security and user privacy to both iPhone and Androids. Consequently, the government bought several Lumia phones for top officials who engage in sensitive communication, like the Prime Minister. Thanks to Snowden leaks, the government in 2013 then received contrary information: that Lumia phones were just as hackable as other smartphones through the inclusion of the Microsoft operating system.
Consequently, the Finnish Communications Regulatory Authority (FICORA) made an officially actionable inquiry to Nokia regarding whether the devices they sold indeed revealed the user's confidential communications, location information and other private information without the user's authorization. The authority warned that if the corporation had knowledge that the phone was leaking such data, and did not answer truthfully, it could be held liable under the criminal law for false statement in official proceedings and failing to report a serious offence.
The company then replied, that they were unable to officially give such an assurance (i.e. they probably knew that the device was leaking private data). Then, FICORA made another official inquiry, asking for even a smaller set of privacy assurances. Nokia was again unable to give an official assurance of privacy of its devices, so in August 2013 officials from FICORA and Nokia had an informal meeting where they tried to find common ground: what kind of privacy assurances Nokia could actually give about its devices. Turns out, Nokia could only go as far as to assure that it had not installed any additional spying modules – and only to those devices that it was selling in Finland, anyway.
So they delimited the official assurance that Nokia should give to only concern the hardware and software it had itself made and was selling in Finland, excluding actions of their subcontractors and business partners (like Microsoft). Well, Nokia was able to give such an assurance, even if it is obviously of no value to consumers. But the company had something to show for FICORA: at least Nokia itself takes Finnish and EU privacy regulations seriously, even if it is in partnerships with other corporations for which it can not make equal assurances.